+789.0%
ROK vs VIG
+623.5%
+165.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.0% |
| 7D | +0.7% | -0.4% | +1.1% | +1.3% |
| 30D | -3.3% | -1.0% | -2.3% | -2.0% |
| 3M | -5.9% | +2.8% | -8.6% | -9.5% |
| 6M | +13.9% | +8.2% | +5.7% | +2.0% |
| YTD | +12.6% | +11.0% | +1.6% | -2.5% |
| 1Y | +28.6% | +16.1% | +12.5% | +4.6% |
| 3Y | +45.1% | +56.2% | -11.0% | -21.5% |
| 5Y | +45.6% | +63.0% | -17.4% | -25.1% |
| 10Y | +345.0% | +241.4% | +103.6% | -22.7% |
| All | +789.0% | +623.5% | +165.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling